I see people are collecting books, and through the search engine can only come up with vague hush hush references to them.
All I really want to know is are they useful to collect or merely some fun prestige thing, kind of like an easter egg hunt with no actual in-game benefits.
Are books something I should only be thinking about when I am in an agency?
It's not random. Since you're not subscribed, the only city you can look in is New York, so my advice to you would be to say that if, in the course of playing your cases, you ever have a chance to look into a place that you don't normally see on the map, you should take it and explore around once you get there.